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Linear and Conic Programming Estimators in High-Dimensional Errors-in-variables Models

Author

Listed:
  • Alexandre Belloni

    (The Fuqua School of Business Duke University)

  • Mathieu Rosenbaum

    (Laboratoire de Probabilités et Modèles Aléatoires Université Pierre et Marie Curie)

  • Alexandre B. Tsybakov

    (Centre de Recherche en Economie et Statistique, ENSAE-Paris Tech)

Abstract

on the basis of their commonly known strength levels, and privately observed strengthshocks

Suggested Citation

  • Alexandre Belloni & Mathieu Rosenbaum & Alexandre B. Tsybakov, 2014. "Linear and Conic Programming Estimators in High-Dimensional Errors-in-variables Models," Working Papers 2014-34, Center for Research in Economics and Statistics.
    • Handle: RePEc:crs:wpaper:2014-34
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    References listed on IDEAS

    as
    1. Eric Gautier & Alexandre Tsybakov, 2011. "High-Dimensional Instrumental Variables Regression and Confidence Sets," Working Papers 2011-13, Center for Research in Economics and Statistics.
    2. Eric Gautier & Alexandre Tsybakov, 2013. "Pivotal estimation in high-dimensional regression via linear programming," Papers 1303.7092, arXiv.org, revised Apr 2013.
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    Cited by:

    1. Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul, 2017. "Confidence bands for coefficients in high dimensional linear models with error-in-variables," CeMMAP working papers CWP22/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Alexandre Belloni & Mathieu Rosenbaum & Alexandre Tsybakov, 2016. "An {l1, l2, l-infinity} Regularization Approach to High-Dimensional Errors-in-variables Models," Working Papers 2016-12, Center for Research in Economics and Statistics.

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